+442.6%
NVDX vs TMF
-19.9%
+462.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.1% | +5.9% | +6.0% |
| 7D | -26.1% | -3.4% | -22.8% | -26.2% |
| 30D | -43.3% | +11.5% | -54.8% | -43.2% |
| 3M | -41.0% | -4.5% | -36.5% | -40.9% |
| 6M | -46.3% | -15.0% | -31.4% | -46.3% |
| YTD | -33.1% | -19.9% | -13.2% | -33.3% |
| 1Y | -40.1% | -26.6% | -13.6% | -40.7% |
| 3Y | +319.0% | -29.8% | +348.8% | +248.2% |
| All | +442.6% | -19.9% | +462.5% | +309.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling